Collaborative prediction using ensembles of Maximum Margin Matrix Factorizations

Fast gradient-based methods for Maximum Margin Matrix Factorization (MMMF) were recently shown to have great promise (Rennie & Srebro, 2005), including significantly outperforming the previous state-of-the-art methods on some standard collaborative prediction benchmarks (including MovieLens). In this paper, we investigate ways to further improve the performance of MMMF, by casting it within an ensemble approach. We explore and evaluate a variety of alternative ways to define such ensembles. We show that our resulting ensembles can perform significantly better than a single MMMF model, along multiple evaluation metrics. In fact, we find that ensembles of partially trained MMMF models can sometimes even give better predictions in total training time comparable to a single MMMF model.